Invesco DB Gold Fund AGARCH Volatility Analysis
Inactive
Last recorded values (Monday, March 6th, 2023):
1 Day
14.21%
1 Week
14.29%
1 Month
14.58%
Analysis last updated: Friday, March 3, 2023 at 11:53 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0127 | 11.44 | |
| 0.0514 | 14.69 | |
| 0.9379 | 258.79 | |
| -0.0921 | -2.84 |
Estimation Period:
Jan 5, 2007 to Mar 3, 2023
Jan 5, 2007 to Mar 3, 2023
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